+13,174.6%
TDG vs RL
+690.1%
+12,484.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | -0.4% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -7.4% | -7.8% | +0.4% | -4.8% |
| 3M | -5.4% | -4.0% | -1.4% | -4.3% |
| 6M | -11.6% | -1.9% | -9.8% | -12.0% |
| YTD | -12.6% | -0.2% | -12.5% | -13.6% |
| 1Y | -9.3% | +10.7% | -20.0% | -14.0% |
| 3Y | +49.2% | +210.8% | -161.6% | -7.6% |
| 5Y | +132.1% | +238.2% | -106.1% | +35.0% |
| 10Y | +544.8% | +313.4% | +231.5% | +221.9% |
| All | +13,174.6% | +690.1% | +12,484.5% | +3,999.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling